VIRT gamma max, delta neutral & open interest levels
As of close · rank #2118 by open interest · snapshot page
VIRT closed 1.3% above its gamma max of 60.06. It is 15.6% above the delta neutral price of 51.35. Total open interest is 10,517, +0.7% versus the previous session. What gamma max means · What delta neutral means
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Questions people ask about VIRT
Where is VIRT's gamma max today?
As of Sep 11, 2026, the gamma max for VIRT is 60.06, -1.3% from the 60.86 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.
Is VIRT above or below its delta neutral price?
VIRT closed above delta neutral: 60.86 against a delta neutral price of 51.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VIRT have?
10,517 contracts of open interest across 134 listed contracts on Sep 11, 2026, +0.7% versus the previous session. What open interest measures.
Levels are recomputed after every trading day from end-of-day options data licensed from HistoricalOptionData.com; only derived aggregates are published. Methodology · Data and licence · Not investment advice.